+519.6%
F vs SLB
+856.3%
-336.6%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +3.3% |
| 7D | +6.0% | -4.1% | +10.1% | +7.5% |
| 30D | +4.3% | +2.5% | +1.7% | +3.1% |
| 3M | -10.1% | +2.0% | -12.1% | -11.3% |
| 6M | +12.8% | -6.3% | +19.1% | +13.6% |
| YTD | -0.1% | +36.5% | -36.6% | -12.1% |
| 1Y | +3.7% | +46.2% | -42.6% | -11.0% |
| 3Y | +42.7% | -2.1% | +44.7% | +37.7% |
| 5Y | -11.0% | +73.7% | -84.7% | -32.2% |
| 10Y | +87.0% | -12.3% | +99.3% | +60.6% |
| All | +519.6% | +856.3% | -336.6% | +140.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SLB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling